An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565)
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scientific article; zbMATH DE number 7533109
Language | Label | Description | Also known as |
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English | An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7533109 |
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An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (English)
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27 May 2022
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mean-field forward backward stochastic differential equations
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explicit multistep scheme
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error estimates
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